Essays about: "Value Investing"
Showing result 1 - 5 of 270 essays containing the words Value Investing.
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1. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE
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2. Market Value Implications of Increasing Passive Investing
University essay fromAbstract : This study examines if recent years’ popularity and large inflow of money to passive index funds have led to inflated prices in the Swedish equity market. The problem was investigated by studying the net fund flows to passive funds and comparing them to active funds over time to measure to what extent they affect the market price-to-earnings ratio. READ MORE
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3. Beyond Profits: Exploring the Investment Styles and Risk-Adjusted Returns of ESG-Driven Portfolios
University essay fromAbstract : This study uses daily data to examine how different ESG implementations affect performance and portfolio characteristics. With a non-homogenous view of how ESG investing is defined, ten different value-weighted portfolios are constructed. The geographical focus is the US market, with the S&P 500 total return index (SPXTR) as the screening universe. READ MORE
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4. Deciphering Sector Performance in the Finnish Stock Market: A Study on Systematic Risk and Investment Strategies
University essay from Göteborgs universitet/Graduate SchoolAbstract : This paper offers an empirical analysis of the Finnish stock market with a focus on sector behaviour, performance, and the effects of systematic risk and economic downturns on sector returns. Despite the fact that Finnish sector classifications were found to differ from the GICS classifications, this research emphasizes the significance of local context in investment decisions. READ MORE
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5. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II
University essay fromAbstract : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. READ MORE